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@article{Conze:1991,
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  year="1991",
  title="Path Dependent Options - The Case of Lookback Options",
  journal="Journal of Finance",
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  pages="1893-1907",
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@article{Fleming:1994,
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  year="1994",
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  volume="49",
  pages="215-236",
  category={12010200},
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@article{German:1996,
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  year="1996",
  title="Pricing and Hedging Double-Barrier Options",
  journal="Mathematical Finance",
  volume="6",
  pages="365-378",
  category={12010200},
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@article{Goldman:1979,
  author="M. Goldman, H. Sossin and M. Gatto",
  year="1979",
  title="Path Dependent Options: Buy at the Low, Sell at the High",
  journal="Journal of Finance",
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  pages="1111-1127",
  category={12010200},
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  author="A. Grunbichler and F. Longstaff",
  year="1996",
  title="Valuing Futures and Options on Volatility",
  journal="Journal of Banking and Finance",
  volume="20",
  pages="985-1001",
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  author="C. Hui",
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  title="Time-Dependent Barrier Option Values",
  journal="Journal of Futures Markets",
  volume="17",
  pages="667-688",
  category={12010200},
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@article{Johnson:1987b,
  author="H. Johnson",
  year="1987",
  title="Options on the Maximum or the Minimum of Several Assets",
  journal="Journal of Financial and Quantitative Analysis",
  volume="22",
  pages="277-283",
  category={12010200},
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@article{Kemna:1990,
  author="A. Kemna and A. Vorst",
  year="1990",
  title="A Pricing Method for Options Based on Average Asset Values",
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  pages="113-129",
  category={12010200},
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  author="F. Longstaff",
  year="1990",
  title="Pricing Options with Extendible Maturities - Analysis and Applications",
  journal="Journal of Finance",
  volume="45",
  pages="935-957",
  category={12010200},
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@article{Longstaff:1990b,
  author="F. Longstaff",
  year="1990",
  title="The Valuation of Options on Yields",
  journal="Journal of Financial Economics",
  volume="26",
  pages="97-121",
  category={12010200},
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@article{Margrabe:1978,
  author="W. Margrabe",
  year="1978",
  title="The Value of an Option to Exchange On Asset for Another",
  journal="Journal of Finance",
  volume="33",
  pages="177-186",
  category={12010200},
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@article{Ritchken:1990,
  author="P. Ritchken, L. Sankarasubramanian and A. Vijh",
  year="1990",
  title="Averaging Options for Capping Total Costs",
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  pages="35-41",
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@article{Ritchken:1993,
  author="P. Ritchken and L. Sankarasubramanian",
  year="1993",
  title="Averaging and Deferred Payment Yield Agreements",
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  year="1991",
  title="Setting the Limits on a Flexible Forward",
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  pages="421-428",
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@article{Shimko:1994,
  author="D. Shimko",
  year="1994",
  title="Options on Futures Spreads - Hedging, Speculation, and Valuation",
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  pages="183-213",
  category={12010200},
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@article{Stulz:1982,
  author="R. Stulz",
  year="1982",
  title="Options on the Minimum or the Maximum of 2 Risky Assets - Analysis and Applications",
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  pages="161-185",
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@article{Trippi:1993,
  author="R. Trippi and D. Chance",
  year="1993",
  title="Quick Valuation of the Bermuda Capped Option",
  journal="Journal of Portfolio Management",
  volume="20",
  pages="93-99",
  category={12010200},
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  year="1983",
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  volume="18",
  pages="517-531",
  category={12010300},
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@article{Briys:1991,
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  year="1991",
  title="The Pricing of Default-Free Interest-Rate Cap, Floor, and Collar Agreements",
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  volume="46",
  pages="1879-1892",
  category={12010300},
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@article{Briys:1997,
  author="E. Briys and F. Devarenne",
  year="1997",
  title="Valuing Risky Fixed Rate Debt - An Extension",
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  volume="32",
  pages="239-248",
  category={12010300},
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@article{Buser:1990,
  author="S. Buser, P. Hendershott and A. Sanders",
  year="1990",
  title="Determinants of the Value of Call Options on Default-Free Bonds",
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  pages="S33-S50",
  category={12010300},
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@article{Carletti:1992,
  author="M. Carletti and E. Weigel",
  year="1992",
  title="The Bond Call Option Strategy - Is It a Free Lunch",
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@article{Chacko:2002,
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@article{Chen:1993b,
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  year="1993",
  title="Pricing Interest-Rate Futures Options with Futures-Style Margining",
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  pages="15-22",
  category={12010300},
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@article{Chen:1995a,
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  title="A 2-Factor, Preference-Free Model for Interest-Rate Sensitive Claims",
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  pages="345-372",
  category={12010300},
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@article{Courtadon:1982c,
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  year="1982",
  title="The Pricing of Options on Default-Free Bonds",
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  pages="75-100",
  category={12010300},
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@article{Dattatreya:1989,
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  year="1989",
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  pages="64-72",
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  year="1993",
  title="European Options on Bond Futures - A Closed Form Solution",
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  volume="13",
  pages="325-333",
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  author="D. Galai",
  year="1983",
  title="Pricing of Optional Bonds",
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  pages="323-337",
  category={12010300},
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@article{Gibsonasner:1990,
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  year="1990",
  title="Valuing Swiss Default-Free Callable Bonds - Theory and Empirical-Evidence",
  journal="Journal of Banking and Finance",
  volume="14",
  pages="649-672",
  category={12010300},
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  title="The Relative Yields on Taxable and Tax-Exempt Debt",
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  pages="482-494",
  category={12010300},
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@article{Hegde:1990,
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  year="1990",
  title="An Ex-Post Valuation of the Quality Option Implicit in the Treasury Bond Futures Contract",
  journal="Journal of Banking and Finance",
  volume="14",
  pages="741-760",
  category={12010300},
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@article{Hull:1990a,
  author="J. Hull and A. White",
  year="1990",
  title="Pricing Interest-Rate-Derivative Securities",
  journal="Review of Financial Studies",
  volume="3",
  pages="573-592",
  category={12010300},
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@article{Jamshidian:1989,
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  category={12010300},
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  year="1996",
  title="Normal Backwardation in Short-Term Interest-Rate Futures Markets",
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  volume="16",
  pages="899-913",
  category={12010300},
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@article{Longstaff:1992,
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  year="1992",
  title="Are Negative Option Prices Possible - The Callable United-States Treasury-Bond Puzzle",
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  volume="65",
  pages="571-592",
  category={12010300},
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@article{Longstaff:1993,
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  year="1993",
  title="The Valuation of Options on Coupon Bonds",
  journal="Journal of Banking and Finance",
  volume="17",
  pages="27-42",
  category={12010300},
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@article{Morgan:1981,
  author="G. Morgan",
  year="1981",
  title="Forward and Futures Pricing of Treasury Bills",
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@article{Murphy:1988,
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@article{Nawalkha:1995,
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  title="The Duration Vector - A Continuous-Time Extension to Default-Free Interest-Rate Contingent Claims",
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@article{Nawalkha:1995a,
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  title="Face Value Convergence for Stochastic Bond Price Processes - A Note on Mertons Partial Equilibrium Option Pricing Model",
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  pages="153-164",
  category={12010300},
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@article{Nawalkha:1995b,
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  year="1995",
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@article{Pitts:1985,
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@article{Rabinovitch:1989,
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  year="1989",
  title="Pricing Stock and Bond Options When the Default-Free Rate Is Stochastic",
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  volume="24",
  pages="447-457",
  category={12010300},
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@article{Schaefer:1987,
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  year="1987",
  title="Time-Dependent Variance and the Pricing of Bond Options",
  journal="Journal of Finance",
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  pages="1113-1128",
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@article{Sercu:1991,
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@article{Stapleton:1993,
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  year="1993",
  title="The Analysis and Valuation of Interest-Rate Options",
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  volume="17",
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  year="1991",
  title="A Simple Approach to Interest-Rate Option Pricing",
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@article{Adams:1987a,
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  year="1987",
  title="Biases in Option Prices - Evidence from the Foreign-Currency Option Market",
  journal="Journal of Banking and Finance",
  volume="11",
  pages="549-562",
  category={12010400},
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@article{Adams:1987b,
  author="P. Adams and S. Wyatt",
  year="1987",
  title="On the Pricing of European and American Foreign-Currency Call Options",
  journal="Journal of International Money and Finance",
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  pages="315-338",
  category={12010400},
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@article{Adkins:1993,
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  title="Optimal Put Currency Option Size for an Uncertain Convertible Amount",
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  pages="1211-1223",
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@article{Amin:1991a,
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  year="1991",
  title="Pricing Foreign-Currency Options Under Stochastic Interest-Rates",
  journal="Journal of International Money and Finance",
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@article{Bardhan:1995,
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  title="Exchange-Rate Shocks, Currency Options and the Siegel Paradox",
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  volume="14",
  pages="441-458",
  category={12010400},
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@article{Beckers:1985,
  author="S. Beckers and P. Sercu",
  year="1985",
  title="Foreign-Exchange Pricing Under Free Floating Versus Admissible Band Regimes",
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  pages="317-329",
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@article{Biger:1983,
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  year="1983",
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@article{Borensztein:1987,
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  year="1987",
  title="Options on Foreign-Exchange and Exchange-Rate Expectations",
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  pages="643-680",
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  year="1989",
  title="An Expository Note on the Valuation of Foreign-Exchange Options",
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  pages="295-304",
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@article{Chang:1986,
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  year="1986",
  title="Hedging Effectiveness of Currency Options and Currency Futures",
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  pages="289-305",
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@article{Chiang:1993,
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@article{Choi:1990,
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  title="The Effects of Domestic and Foreign Yield Curves on the Value of Currency American Call Options",
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@article{Dravid:1994,
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  year="1995",
  title="Exchange-Rate Shocks, Currency Options and the Siegel Paradox - Comment",
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@article{Dumas:1995c,
  author="B. Dumas, L. Jennergren and B. Naslund",
  year="1995",
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@article{Eldor:1984,
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@article{Eldor:1985,
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  year="1985",
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@article{Eytan:1988,
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  year="1988",
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@article{Fujihara:1990,
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@article{Garman:1983,
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  year="1983",
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@article{Garman:1987,
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  year="1987",
  title="Perpetual Currency Options",
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@article{Giddy:1983,
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  year="1983",
  title="Foreign-Exchange Options",
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@article{Goodman:1985,
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  year="1985",
  title="Are Foreign-Currency Options Overvalued - The Early Experience of the Philadelphia-Stock-Exchange",
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@article{Grabbe:1983,
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  year="1983",
  title="The Pricing of Call and Put Options on Foreign-Exchange",
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@article{Harpaz:1990,
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  year="1990",
  title="The Efficiency of the United-States Dollar Index Futures Market",
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@article{Havenner:1988,
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  year="1988",
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@article{Hilliard:1991,
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  year="1991",
  title="Currency Option Pricing with Stochastic Domestic and Foreign Interest-Rates",
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  pages="139-151",
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@article{Hull:1987a,
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  year="1987",
  title="Hedging the Risks from Writing Foreign-Currency Options",
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@article{Klein:1992,
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  year="1992",
  title="ECU Interest-Rates and ECU Basket Adjustments - An Arbitrage Pricing Approach",
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@article{Madura:1992,
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  pages="717-748",
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@article{Melino:1991,
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@article{Pitts:1984,
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  journal="Financial Management",
  volume="13",
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@article{Rumsey:1991,
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  year="1991",
  title="Pricing Cross-Currency Options",
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@article{Shastri:1986b,
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  year="1986",
  title="On the Use of European Models to Price American Options on Foreign-Currency",
  journal="Journal of Futures Markets",
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@article{Shastri:1987b,
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  year="1987",
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@article{Siegel:1997,
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@article{Merton:1971,
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@article{Merton:1973a,
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@article{Merton:1973b,
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@article{Merton:1987,
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@article{Merton:1994,
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@article{Tirole:1990,
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@article{Weston:1981,
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}